+136.2%
BP vs TEVA
+300.5%
-164.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | +5.2% | +2.0% | +3.2% | +5.0% |
| 30D | +8.7% | +1.0% | +7.8% | +8.5% |
| 3M | +9.3% | +7.3% | +2.0% | +8.3% |
| 6M | +13.6% | +21.7% | -8.2% | +10.5% |
| YTD | +37.7% | +18.8% | +18.8% | +34.1% |
| 1Y | +40.6% | +86.5% | -45.8% | +28.5% |
| 3Y | +40.3% | +269.4% | -229.1% | +10.7% |
| All | +136.2% | +300.5% | -164.3% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling